Experiment log · GP

Searching for profit that survives costs

1,105,920 unique configurations in this batch; 352 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.

Initial search Robust search Recent stress search Exhaustive parameter grid All 51 indicator families

Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: -1.3%. This annualized figure describes the historical raw-price simulation.

All settings were tested for 6 fixed rule sets in the declared grid. The maximum is proven only within that finite historical grid. Full and recent-period results were used to select finalists, so those returns are in-sample. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.

Verified finite search

Does the winner survive small changes?

Grid maximum NAV৳443,253

Nearby profitable settings25/25

Neighbour median NAV৳376,531

One extra session delay৳260,512

Stops and maximum holding periods varied by ±10% and ±20%. 25/25 nearby settings also had positive recent stress returns. Nearby full-history NAV ranged from ৳262,794 to ৳443,253. This is parameter sensitivity on the same historical data, not independent validation.

1× modeled trading costs৳443,253

1.5× modeled trading costs৳408,239

2× modeled trading costs৳377,450

3× modeled trading costs৳322,271

1,105,920 grid accounts and 352 detailed finalist ledgers checked. Reconciliation failures: 0.

Choose profit with more trades

Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.

Profit versus completed positions

Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.

Teal: positive recent stress return. Rose: zero or negative recent stress return.

The trade count–profit frontier

These 72 grid candidates cannot be beaten on both historical NAV and completed positions by another grid candidate. More positions often reduce profit.

Compare every trade-off and open its fills

Completed positions	Full-history NAV	Recent stress NAV	Inspect
465	৳479	৳19,237	Rules & trades →
459	৳570	৳19,289	Rules & trades →
455	৳608	৳30,525	Rules & trades →
454	৳696	৳29,045	Rules & trades →
452	৳696	৳19,289	Rules & trades →
415	৳713	৳19,289	Rules & trades →
411	৳717	৳19,289	Rules & trades →
405	৳1,133	৳19,289	Rules & trades →
404	৳1,549	৳19,289	Rules & trades →
402	৳1,771	৳19,289	Rules & trades →
372	৳2,015	৳19,289	Rules & trades →
371	৳2,622	৳19,289	Rules & trades →
363	৳2,910	৳19,289	Rules & trades →
343	৳2,924	৳20,089	Rules & trades →
335	৳3,181	৳47,792	Rules & trades →
333	৳4,607	৳37,882	Rules & trades →
329	৳5,476	৳37,882	Rules & trades →
313	৳5,574	৳30,360	Rules & trades →
310	৳6,173	৳43,102	Rules & trades →
303	৳8,989	৳39,010	Rules & trades →
300	৳9,801	৳38,916	Rules & trades →
295	৳12,981	৳32,156	Rules & trades →
292	৳13,676	৳41,873	Rules & trades →
260	৳13,883	৳26,610	Rules & trades →
259	৳15,710	৳26,610	Rules & trades →
257	৳15,781	৳30,307	Rules & trades →
256	৳16,033	৳45,581	Rules & trades →
255	৳19,080	৳30,307	Rules & trades →
208	৳20,877	৳36,159	Rules & trades →
198	৳22,131	৳53,195	Rules & trades →
196	৳25,143	৳33,095	Rules & trades →
187	৳33,566	৳58,245	Rules & trades →
186	৳34,489	৳53,071	Rules & trades →
167	৳35,171	৳40,802	Rules & trades →
165	৳37,440	৳37,845	Rules & trades →
161	৳42,263	৳74,918	Rules & trades →
158	৳44,043	৳78,126	Rules & trades →
157	৳53,519	৳74,918	Rules & trades →
154	৳56,264	৳44,128	Rules & trades →
153	৳62,778	৳49,942	Rules & trades →
147	৳65,022	৳64,084	Rules & trades →
137	৳73,649	৳47,943	Rules & trades →
136	৳78,632	৳50,001	Rules & trades →
135	৳80,826	৳50,473	Rules & trades →
129	৳99,944	৳52,622	Rules & trades →
128	৳100,941	৳52,622	Rules & trades →
119	৳100,995	৳43,038	Rules & trades →
118	৳101,946	৳46,575	Rules & trades →
117	৳110,155	৳49,557	Rules & trades →
103	৳133,375	৳48,996	Rules & trades →
102	৳136,102	৳55,284	Rules & trades →
101	৳138,379	৳53,456	Rules & trades →
98	৳145,520	৳54,043	Rules & trades →
79	৳150,242	৳115,900	Rules & trades →
78	৳159,180	৳120,816	Rules & trades →
77	৳160,935	৳120,816	Rules & trades →
76	৳161,019	৳120,816	Rules & trades →
74	৳181,538	৳116,988	Rules & trades →
73	৳199,142	৳121,853	Rules & trades →
60	৳200,452	৳118,366	Rules & trades →
48	৳211,201	৳128,871	Rules & trades →
44	৳221,072	৳119,591	Rules & trades →
39	৳242,605	৳130,354	Rules & trades →
38	৳272,593	৳130,354	Rules & trades →
37	৳278,807	৳126,439	Rules & trades →
33	৳291,973	৳126,422	Rules & trades →
32	৳298,043	৳122,630	Rules & trades →
25	৳341,394	৳127,207	Rules & trades →
24	৳389,702	৳129,084	Rules & trades →
22	৳402,891	৳133,960	Rules & trades →
17	৳411,464	৳119,509	Rules & trades →
15	৳443,253	৳124,915	Rules & trades →

Inspect finalist

#205 · Kalman milestone + Flow: NVI

Full-history NAV৳79,599

Net return -20.4% · drawdown 51.9% · 87 closed positions

2024 onward NAV৳75,358

Net return -24.6% · drawdown 27.7% · 14 closed positions

2024 stress NAV৳71,153

Net return -28.8% · drawdown 31.3% · 12 closed positions

Variant 0; fixed stop 12.0%; maximum 15 sessions; gate None; continuous signal; exit EMA 200 break; trailing arms at 12.0%, distance 4.5%; partial sale at 20.0% (0 = off).

Account reconciliation

Cash৳79,599

Unsettled৳0

Holdings৳0

NAV৳79,599

Realized P&L৳-20,401

Unrealized P&L৳0

Fees৳81,887

Friction৳38,862

NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳2.91e-11. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.

All fills for finalist #205

176 fills, including partial sales. Page 2.

Date	Side	Shares	Price	Fees	Friction	Cash flow	Realized P&L
2018-09-04	SELL	294	385.6	498.81	236.79	112,630.8	-3,217.35
2018-09-09	BUY	291	384	491.67	233.02	-112,468.69	0
2018-09-12	SELL	291	380.2	486.81	230.7	109,920.69	-2,548
2018-10-28	BUY	285	383	480.28	227.5	-109,862.78	0
2018-10-31	SELL	285	380.5	477.15	225.83	107,739.52	-2,123.26
2019-01-01	BUY	289	370	470.49	228.48	-107,628.98	0
2019-01-06	SELL	289	367.7	467.57	226.89	105,570.85	-2,058.13
2019-01-09	BUY	275	382	462.22	220.62	-105,732.84	0
2019-01-14	SELL	275	391	473.11	223.77	106,828.12	1,095.28
2019-01-23	BUY	271	391	466.23	218.95	-106,646.18	0
2019-02-13	SELL	271	388	462.65	213.84	104,471.51	-2,174.67
2019-03-25	BUY	259	401.4	457.44	214.08	-104,634.12	0
2019-04-07	SELL	259	385	438.75	204.02	99,072.24	-5,561.88
2019-09-23	BUY	273	361	433.63	204.44	-99,191.08	0
2019-09-26	SELL	273	360	432.43	202.51	97,645.06	-1,546.02
2020-07-19	BUY	399	243	426.61	205.23	-97,588.85	0
2020-07-22	SELL	399	246.5	432.76	205.8	97,714.94	126.1
2020-07-27	BUY	374	259.9	427.69	200.73	-97,831.02	0
2020-07-30	SELL	374	255	419.63	195.9	94,754.47	-3,076.55
2020-08-09	BUY	369	255	414.02	191.92	-94,700.94	0
2020-08-13	SELL	369	290	470.84	218.27	106,320.88	11,619.95
2020-08-18	BUY	367	288	465.06	215.16	-106,376.22	0
2020-09-09	SELL	367	339	547.42	253.12	123,612.47	17,236.25
2020-10-18	BUY	359	342	540.22	256.82	-123,575.04	0
2020-11-09	SELL	359	336.3	531.22	254.59	119,945.89	-3,629.15
2020-12-09	BUY	356	334.1	523.33	251.37	-119,714.3	0
2021-01-03	SELL	356	348	545.11	256.79	123,086.11	3,371.8
2021-01-14	BUY	331	370	538.87	251.86	-123,260.73	0
2021-02-04	SELL	331	379.9	553.29	259.94	124,933.67	1,672.94
2021-04-21	BUY	365	340.2	546.36	267.46	-124,986.82	0
2021-05-16	SELL	365	346.6	556.64	272.34	125,680.02	693.19
2021-05-20	BUY	364	343	549.35	265.51	-125,666.86	0
2021-06-13	SELL	364	351	562.16	270.49	126,931.35	1,264.49
2021-11-28	BUY	350	360	554.4	282.8	-126,837.2	0
2021-12-01	SELL	350	359	552.86	283.12	124,814.02	-2,023.18
2021-12-13	BUY	346	358	545.02	278.3	-124,691.32	0
2021-12-19	SELL	346	352.8	537.1	272.28	121,259.42	-3,431.9
2022-01-13	BUY	338	357.1	531.08	261.72	-121,492.6	0
2022-01-30	SELL	338	352	523.49	257.45	118,195.06	-3,297.54
2022-02-08	BUY	328	357.4	515.8	257.8	-118,000.8	0
2022-02-22	SELL	328	355.8	513.49	256.86	115,932.05	-2,068.75
2022-04-27	BUY	353	326.4	506.96	253.97	-115,980.14	0
2022-05-08	SELL	327	320.1	460.56	225.06	103,987.08	-3,450.61
2022-05-09	SELL	26	321.1	36.73	16.8	8,295.07	-247.38
2022-08-08	BUY	369	302.9	491.79	234.89	-112,496.78	0
2022-08-14	SELL	369	288	467.6	222.69	105,581.72	-6,915.07
2024-06-27	BUY	444	236.2	461.44	232.4	-105,566.64	0
2024-07-03	SELL	444	239.9	468.67	233.09	105,813.84	247.2
2024-07-08	BUY	418	251	461.64	228.05	-105,607.69	0
2024-07-11	SELL	418	247	454.28	222.02	102,569.7	-3,037.99
2024-07-24	BUY	411	248.2	448.84	218.39	-102,677.43	0
2024-07-29	SELL	411	257	464.76	225.94	104,936.3	2,258.87
2024-08-15	BUY	273	381	457.66	210.23	-104,680.88	0
2024-08-21	SELL	273	335.28	402.74	184.18	90,944.52	-13,736.36
2024-08-25	BUY	1	354	1.56	0.71	-356.27	0
2024-09-17	SELL	1	334.3	1.47	0.67	332.16	-24.11
2025-09-03	BUY	291	311.5	398.84	190.36	-91,235.71	0
2025-09-08	SELL	291	308.5	395	189.61	89,188.88	-2,046.82
2025-12-02	BUY	221	279	271.3	138.58	-62,068.88	0
2025-12-07	SELL	221	278.5	270.81	138.42	61,139.26	-929.61
2026-01-21	BUY	331	264.7	385.51	187.8	-88,189.01	0
2026-01-26	SELL	331	264.7	385.51	185.97	87,044.22	-1,144.79
2026-02-01	BUY	324	267.1	380.78	182.24	-87,103.41	0
2026-02-05	SELL	324	263	374.93	178.4	84,658.66	-2,444.75
2026-02-16	BUY	302	278	369.41	174.94	-84,500.35	0
2026-02-19	SELL	302	267	354.79	167.48	80,111.73	-4,388.62
2026-06-09	BUY	324	246	350.7	171.06	-80,225.76	0
2026-06-14	SELL	324	248	353.55	172.13	79,826.32	-399.43
2026-06-17	BUY	316	250.9	348.85	169.18	-79,802.43	0
2026-06-22	SELL	316	257.5	358.03	172.04	80,839.93	1,037.5
2026-06-25	BUY	312	257.5	353.5	168.38	-80,861.88	0
2026-06-30	SELL	312	260.5	357.61	169.12	80,749.26	-112.62
2026-07-12	BUY	313	256.6	353.39	166.83	-80,836.02	0
2026-07-15	SELL	313	259	356.69	168.16	80,542.15	-293.87
2026-07-28	BUY	308	259.8	352.08	167.33	-80,537.81	0
2026-08-02	SELL	308	260	352.35	168.42	79,559.23	-978.58